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Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship of univariate and multivariate time series forecasting models and dynamic, time series structural econometric models. As scientists and decision-makers in industry and government world-wide adopt the Bayesian approach to scientific inference, decision-making and forecasting, Zellner offers an in-depth analysis and appreciation of this important paradigm shift. Finally Zellner discusses the alternative approaches to model building and looks at how the use and development of the SEMTSA approach has led to the production of a Marshallian Macroeconomic Model that will prove valuable to many. Written by one of the foremost practitioners of econometrics, this book will have wide academic and professional appeal.
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Showing 6 featured editions. View all 6 editions?
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1
Statistics, Econometrics and Forecasting
2009, Cambridge University Press
in English
0511493185 9780511493188
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2
Statistics, Econometrics and Forecasting
2004, Cambridge University Press
in English
0511187726 9780511187728
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3
Statistics, Econometrics, and Forecasting
2004, Cambridge University Press
in English
0511185057 9780511185052
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4
Statistics, Econometrics and Forecasting
2004, Cambridge University Press
in English
0511186797 9780511186790
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5
Statistics, Econometrics and Forecasting
2000, Cambridge University Press
eBook
in English
0511189567 9780511189562
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6
STATISTICS, ECONOMETRICS AND FORECASTING.
Publish date unknown, CAMBRIDGE UNIV PRESS
in Undetermined
0521540445 9780521540445
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November 20, 2022 | Created by ImportBot | Imported from Better World Books record |